Favourite icon, also known as favicon, is the icon appears on the tab beside the URL when you visit a website. Favicon is save as .ico file format with pixel dimensions of 16x16, normally with the name favicon.ico.
If you have a domain, you can create your own favicon and upload it to the root directory of your web server and change the code accordingly.
<head>
<title>Your website title</title>
<link rel="icon" href="URL to your favicon" />
</head>
The same with Blogger, please go on Customize -> Layout -> Edit HTML, then look for <head> section in the HTML code as highlighted. For Blogger, you need to upload the favicon.ico file to a free hosting service.